+96.4%
RIO vs DOC
-22.8%
+119.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.6% |
| 7D | -1.6% | +8.7% | -10.3% | -4.2% |
| 30D | -11.6% | +7.6% | -19.2% | -13.7% |
| 3M | -12.7% | -5.3% | -7.5% | -11.3% |
| 6M | -12.4% | +27.6% | -40.0% | -20.0% |
| YTD | +11.0% | +32.4% | -21.4% | -0.3% |
| 1Y | +30.8% | +22.9% | +8.0% | +20.4% |
| 3Y | +52.4% | +43.1% | +9.3% | +30.0% |
| 5Y | +96.4% | -21.4% | +117.8% | +97.5% |
| All | +96.4% | -22.8% | +119.2% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling